| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
3,478.25 |
3,497.75 |
19.50 |
0.6% |
3,388.50 |
| High |
3,498.75 |
3,514.00 |
15.25 |
0.4% |
3,498.75 |
| Low |
3,470.50 |
3,479.50 |
9.00 |
0.3% |
3,383.50 |
| Close |
3,494.00 |
3,488.50 |
-5.50 |
-0.2% |
3,494.00 |
| Range |
28.25 |
34.50 |
6.25 |
22.1% |
115.25 |
| ATR |
39.97 |
39.57 |
-0.39 |
-1.0% |
0.00 |
| Volume |
3,699 |
5,020 |
1,321 |
35.7% |
22,824 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,597.50 |
3,577.50 |
3,507.50 |
|
| R3 |
3,563.00 |
3,543.00 |
3,498.00 |
|
| R2 |
3,528.50 |
3,528.50 |
3,494.75 |
|
| R1 |
3,508.50 |
3,508.50 |
3,491.75 |
3,501.25 |
| PP |
3,494.00 |
3,494.00 |
3,494.00 |
3,490.50 |
| S1 |
3,474.00 |
3,474.00 |
3,485.25 |
3,466.75 |
| S2 |
3,459.50 |
3,459.50 |
3,482.25 |
|
| S3 |
3,425.00 |
3,439.50 |
3,479.00 |
|
| S4 |
3,390.50 |
3,405.00 |
3,469.50 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,804.50 |
3,764.50 |
3,557.50 |
|
| R3 |
3,689.25 |
3,649.25 |
3,525.75 |
|
| R2 |
3,574.00 |
3,574.00 |
3,515.25 |
|
| R1 |
3,534.00 |
3,534.00 |
3,504.50 |
3,554.00 |
| PP |
3,458.75 |
3,458.75 |
3,458.75 |
3,468.75 |
| S1 |
3,418.75 |
3,418.75 |
3,483.50 |
3,438.75 |
| S2 |
3,343.50 |
3,343.50 |
3,472.75 |
|
| S3 |
3,228.25 |
3,303.50 |
3,462.25 |
|
| S4 |
3,113.00 |
3,188.25 |
3,430.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,514.00 |
3,411.25 |
102.75 |
2.9% |
33.75 |
1.0% |
75% |
True |
False |
4,822 |
| 10 |
3,514.00 |
3,334.00 |
180.00 |
5.2% |
34.00 |
1.0% |
86% |
True |
False |
4,589 |
| 20 |
3,514.00 |
3,260.75 |
253.25 |
7.3% |
34.25 |
1.0% |
90% |
True |
False |
4,191 |
| 40 |
3,514.00 |
3,095.00 |
419.00 |
12.0% |
43.50 |
1.2% |
94% |
True |
False |
2,943 |
| 60 |
3,514.00 |
2,916.50 |
597.50 |
17.1% |
56.00 |
1.6% |
96% |
True |
False |
2,651 |
| 80 |
3,514.00 |
2,745.75 |
768.25 |
22.0% |
57.75 |
1.7% |
97% |
True |
False |
2,405 |
| 100 |
3,514.00 |
2,694.25 |
819.75 |
23.5% |
61.25 |
1.8% |
97% |
True |
False |
2,225 |
| 120 |
3,514.00 |
2,168.25 |
1,345.75 |
38.6% |
76.50 |
2.2% |
98% |
True |
False |
1,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,660.50 |
|
2.618 |
3,604.25 |
|
1.618 |
3,569.75 |
|
1.000 |
3,548.50 |
|
0.618 |
3,535.25 |
|
HIGH |
3,514.00 |
|
0.618 |
3,500.75 |
|
0.500 |
3,496.75 |
|
0.382 |
3,492.75 |
|
LOW |
3,479.50 |
|
0.618 |
3,458.25 |
|
1.000 |
3,445.00 |
|
1.618 |
3,423.75 |
|
2.618 |
3,389.25 |
|
4.250 |
3,333.00 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,496.75 |
3,487.00 |
| PP |
3,494.00 |
3,485.75 |
| S1 |
3,491.25 |
3,484.25 |
|